ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 05-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
Open |
117-30 |
119-10 |
1-12 |
1.2% |
116-08 |
High |
119-14 |
120-18 |
1-04 |
0.9% |
118-04 |
Low |
117-28 |
119-04 |
1-08 |
1.1% |
115-25 |
Close |
119-03 |
119-23 |
0-20 |
0.5% |
118-03 |
Range |
1-18 |
1-14 |
-0-04 |
-8.0% |
2-11 |
ATR |
0-26 |
0-27 |
0-02 |
5.9% |
0-00 |
Volume |
720 |
2,233 |
1,513 |
210.1% |
4,219 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-04 |
123-11 |
120-16 |
|
R3 |
122-22 |
121-29 |
120-04 |
|
R2 |
121-08 |
121-08 |
119-31 |
|
R1 |
120-15 |
120-15 |
119-27 |
120-28 |
PP |
119-26 |
119-26 |
119-26 |
120-00 |
S1 |
119-01 |
119-01 |
119-19 |
119-14 |
S2 |
118-12 |
118-12 |
119-15 |
|
S3 |
116-30 |
117-19 |
119-10 |
|
S4 |
115-16 |
116-05 |
118-30 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-12 |
123-18 |
119-12 |
|
R3 |
122-01 |
121-07 |
118-24 |
|
R2 |
119-22 |
119-22 |
118-17 |
|
R1 |
118-28 |
118-28 |
118-10 |
119-09 |
PP |
117-11 |
117-11 |
117-11 |
117-17 |
S1 |
116-17 |
116-17 |
117-28 |
116-30 |
S2 |
115-00 |
115-00 |
117-21 |
|
S3 |
112-21 |
114-06 |
117-14 |
|
S4 |
110-10 |
111-27 |
116-26 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-22 |
2.618 |
124-10 |
1.618 |
122-28 |
1.000 |
122-00 |
0.618 |
121-14 |
HIGH |
120-18 |
0.618 |
120-00 |
0.500 |
119-27 |
0.382 |
119-22 |
LOW |
119-04 |
0.618 |
118-08 |
1.000 |
117-22 |
1.618 |
116-26 |
2.618 |
115-12 |
4.250 |
113-00 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
119-27 |
119-16 |
PP |
119-26 |
119-09 |
S1 |
119-24 |
119-02 |
|